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Can I read The case against JIVE on EtoBox?
The case against JIVE by Russell Davidson; James G. MacKinnon is a Economics, Econometrics and Finance article available to read on EtoBox.
What is The case against JIVE about?
## Abstract We perform an extensive series of Monte Carlo experiments to compare the performance of two variants of the ‘jackknife instrumental variables estimator’, or JIVE, with that of the more familiar 2SLS and LIML estimators. We find no evidence to suggest that JIVE should ever be used. It is always more dispersed than 2SLS, often very much so, and it is almost always inferior to LIML in all respects. Interestingly, JIVE seems to perform particularly badly when the instruments are weak. Copyright © 2006 John Wiley & Sons, Ltd.
Who reads The case against JIVE?
It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.
- Author
- Russell Davidson; James G. MacKinnon
- Publisher
- John Wiley and Sons; Wiley (John Wiley & Sons); John Wiley & Sons Inc.; Wiley (ISSN 0883-7252)
- Published
- 2006
- Language
- EN
- Field
- Economics, Econometrics and Finance (Social Sciences)